+152.0%
QQQM vs HUBB
+246.6%
-94.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.2% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -1.2% | -10.0% | +8.8% | +2.7% |
| 3M | -0.1% | -1.6% | +1.5% | 0.0% |
| 6M | +18.0% | -3.1% | +21.0% | +18.1% |
| YTD | +16.7% | +4.6% | +12.1% | +13.0% |
| 1Y | +23.0% | +3.3% | +19.7% | +19.3% |
| 3Y | +93.3% | +46.6% | +46.8% | +59.9% |
| 5Y | +96.3% | +158.7% | -62.4% | +28.0% |
| All | +152.0% | +246.6% | -94.6% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HUBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling